This module allows you to analyze existing cross correlation between Bursa Malaysia and NQTH. You can compare the effects of market volatilities on Bursa Malaysia and NQTH and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Bursa Malaysia with a short position of NQTH. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and NQTH.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 2.25 times less return on investment than NQTH. In addition to that, Bursa Malaysia is 1.06 times more volatile than NQTH. It trades about 0.02 of its total potential returns per unit of risk. NQTH is currently generating about 0.06 per unit of volatility. If you would invest 124,933 in NQTH on January 20, 2018 and sell it today you would earn a total of 974.00 from holding NQTH or generate 0.78% return on investment over 30 days.